Gespeichert in:
| Titel: | Rethinking valuation and pricing models lessons learned from the crisis and future challenges |
|---|---|
| Von: |
[ed. by] Carsten S. Wehn ...
|
| Person: |
Wehn, Carsten
1975- |
| Weitere beteiligte Personen: | |
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Amsterdam [u.a.]
Academic Press
2013
|
| Notation: | QK 620 |
| Schlagwörter: | |
| Medienzugang: | http://www.sciencedirect.com/science/book/9780124158757 http://www.sciencedirect.com/science/book/9780124158757 |
| Beschreibung: | Includes index It is widely acknowledged that many financial modelling techniques failed during the financial crisis, and in our post-crisis environment many techniques are being reconsidered. This single volume provides a guide to lessons learned for practitioners and a reference for academics. Including reviews of traditional approaches, real examples, and case studies, contributors consider portfolio theory; methods for valuing equities and equity derivatives, interest rate derivatives, and hybrid products; and techniques for calculating risks and implementing investment strategies. Describing new approaches without losing sight of their classical antecedents, this collection of original articles presents a timely perspective on our post-crisis paradigm. Highlights pre-crisis best classical practices, identifies post-crisis key issues, and examines emerging approaches to solving those issuesSingles out key factors one must consider when valuing or calculating risks in the post-crisis environmentPresents material in a homogenous, practical, clear, and not overly technical manner Includes bibliographical references and index |
| Umfang: | 1 Online-Ressource (XXXIII, 622 S.) graph. Darst. |
| ISBN: | 9780124158887 0124158889 |
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| 500 | |a Includes index | ||
| 500 | |a It is widely acknowledged that many financial modelling techniques failed during the financial crisis, and in our post-crisis environment many techniques are being reconsidered. This single volume provides a guide to lessons learned for practitioners and a reference for academics. Including reviews of traditional approaches, real examples, and case studies, contributors consider portfolio theory; methods for valuing equities and equity derivatives, interest rate derivatives, and hybrid products; and techniques for calculating risks and implementing investment strategies. Describing new approaches without losing sight of their classical antecedents, this collection of original articles presents a timely perspective on our post-crisis paradigm. Highlights pre-crisis best classical practices, identifies post-crisis key issues, and examines emerging approaches to solving those issuesSingles out key factors one must consider when valuing or calculating risks in the post-crisis environmentPresents material in a homogenous, practical, clear, and not overly technical manner | ||
| 500 | |a Includes bibliographical references and index | ||
| 650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities / Stocks |2 bisacsh | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Valuation |x Econometric models | |
| 650 | 4 | |a Prices |x Econometric models | |
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Datensatz im Suchindex
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| dewey-full | 332.63/221 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/221 |
| dewey-search | 332.63/221 |
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| id | DE-604.BV042297713 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T17:07:08Z |
| institution | BVB |
| isbn | 9780124158887 0124158889 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027734756 |
| oclc_num | 814380385 |
| open_access_boolean | |
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| owner_facet | DE-1046 DE-188 |
| physical | 1 Online-Ressource (XXXIII, 622 S.) graph. Darst. |
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| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Academic Press |
| record_format | marc |
| spelling | Rethinking valuation and pricing models lessons learned from the crisis and future challenges [ed. by] Carsten S. Wehn ... Amsterdam [u.a.] Academic Press 2013 1 Online-Ressource (XXXIII, 622 S.) graph. Darst. txt rdacontent c rdamedia cr rdacarrier Includes index It is widely acknowledged that many financial modelling techniques failed during the financial crisis, and in our post-crisis environment many techniques are being reconsidered. This single volume provides a guide to lessons learned for practitioners and a reference for academics. Including reviews of traditional approaches, real examples, and case studies, contributors consider portfolio theory; methods for valuing equities and equity derivatives, interest rate derivatives, and hybrid products; and techniques for calculating risks and implementing investment strategies. Describing new approaches without losing sight of their classical antecedents, this collection of original articles presents a timely perspective on our post-crisis paradigm. Highlights pre-crisis best classical practices, identifies post-crisis key issues, and examines emerging approaches to solving those issuesSingles out key factors one must consider when valuing or calculating risks in the post-crisis environmentPresents material in a homogenous, practical, clear, and not overly technical manner Includes bibliographical references and index BUSINESS & ECONOMICS / Investments & Securities / Stocks bisacsh Wirtschaft Ökonometrisches Modell Valuation Econometric models Prices Econometric models Preismodell (DE-588)4175626-5 gnd rswk-swf Finanzkrise (DE-588)7635855-0 gnd rswk-swf Wertpapierkurs (DE-588)4065681-0 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 s Finanzkrise (DE-588)7635855-0 s Wertpapierkurs (DE-588)4065681-0 s Preismodell (DE-588)4175626-5 s DE-604 Wehn, Carsten 1975- (DE-588)130317764 edt Erscheint auch als Druck-Ausgabe 978-0-12-415875-7 (DE-604)BV042066814 Erscheint auch als Druck-Ausgabe 0-12-415875-7 http://www.sciencedirect.com/science/book/9780124158757 Verlag Volltext |
| spellingShingle | Rethinking valuation and pricing models lessons learned from the crisis and future challenges BUSINESS & ECONOMICS / Investments & Securities / Stocks bisacsh Wirtschaft Ökonometrisches Modell Valuation Econometric models Prices Econometric models Preismodell (DE-588)4175626-5 gnd Finanzkrise (DE-588)7635855-0 gnd Wertpapierkurs (DE-588)4065681-0 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| subject_GND | (DE-588)4175626-5 (DE-588)7635855-0 (DE-588)4065681-0 (DE-588)4029578-3 |
| title | Rethinking valuation and pricing models lessons learned from the crisis and future challenges |
| title_auth | Rethinking valuation and pricing models lessons learned from the crisis and future challenges |
| title_exact_search | Rethinking valuation and pricing models lessons learned from the crisis and future challenges |
| title_full | Rethinking valuation and pricing models lessons learned from the crisis and future challenges [ed. by] Carsten S. Wehn ... |
| title_fullStr | Rethinking valuation and pricing models lessons learned from the crisis and future challenges [ed. by] Carsten S. Wehn ... |
| title_full_unstemmed | Rethinking valuation and pricing models lessons learned from the crisis and future challenges [ed. by] Carsten S. Wehn ... |
| title_short | Rethinking valuation and pricing models |
| title_sort | rethinking valuation and pricing models lessons learned from the crisis and future challenges |
| title_sub | lessons learned from the crisis and future challenges |
| topic | BUSINESS & ECONOMICS / Investments & Securities / Stocks bisacsh Wirtschaft Ökonometrisches Modell Valuation Econometric models Prices Econometric models Preismodell (DE-588)4175626-5 gnd Finanzkrise (DE-588)7635855-0 gnd Wertpapierkurs (DE-588)4065681-0 gnd Kapitalmarkt (DE-588)4029578-3 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / Stocks Wirtschaft Ökonometrisches Modell Valuation Econometric models Prices Econometric models Preismodell Finanzkrise Wertpapierkurs Kapitalmarkt |
| url | http://www.sciencedirect.com/science/book/9780124158757 |
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